Obviously endgame understanding is key to realizing which pieces you want in the endgame. Clearly, most things in chess are answered "it depends" based on the position. Generally speaking though, this is my order from prefer to not prefer as much:
Prefer: 2 Bishops
Okay: 1 Bishop, 1 Knight
Not Prefer As Much: 2 Knights
Here is my reasoning for each scenario below.
- Two Bishops when your opponent doesn't have both (called the "Bishop Pair" in chess and is informally valued at about half a pawn in positional value) is not only an advantage to us, but also better in open positions. Open positions are game states with less clutter on the chess board, open files, ranks, diagonals etc. and Closed positions are usually with pawns locking together and more clutter on the chess board. Since the endgame has more pieces exchanged off the board (by definition of it being an endgame), the endgame is usually a more open position. Bishops tend to be better in open positions and Knights tend to be better in closed positions. I'll happily take two powerful Bishops in the endgame. In fact, 2 Bishops can work together with the King to FORCE checkmate (even if each side has no pawns on the board). It is a well known theoretical endgame checkmate that is useful to know; yes, give me both Bishops in most endgames 
- 1 Bishop and 1 Knight isn't as good because the endgame is usually more open (with the simplification of less pieces on the chess board), but it does have a sort of balance of having one of each piece. This ending is probably more practical with pawns on the chess board, but with all pawns exchanged, the side with the Bishop and Knight can still FORCE checkmate as well, but the technique is much tougher than the 2 Bishop checkmate. The 2 Bishop checkmate is also a much more popular endgame than this one (although still fairly uncommon). To better understand the "Bishop vs Knight" battle in chess, there are some good articles on chess.com. Also, Silman's "chess imbalances" concept highly covers this too.
- Lastly, 2 Knights is probably the worse option and I'd prefer the other two over this one in almost every scenario. Unlike the other two endgames described, 2 Knights alone can NOT force checkmate together. Oddly enough, 2 Knights plus an opponent pawn can result in a forced checkmate in some lines, but this is really complicated stuff and very unlikely to happen often in real chess games. If you really want to learn it, check into "Troitsky line" but this is probably more of a 2000+ rating chess study in my my opinion - plus it isn't really too valuable in knowing anyway because this endgame is so extremely rare. The only time I can think I might prefer 2 Knights is if each side has a lot of pawns in the endgame still and the position is really closed when Knights thrive.
Long story short, it all depends on position. Of course, my order most would likely prefer too because endgames tend to be more open positions.
Which one do you prefer and why?